#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/PricingEngine.h>
#pragma unmanaged 
#include <ql\experimental\finitedifferences\fdextoujumpvanillaengine.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Experimental::Processes;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL::Methods::Finitedifferences::Solvers;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Finitedifferences {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IFdExtOUJumpVanillaEngine
	public ref class CFdExtOUJumpVanillaEngine  : 
            public CPricingEngine,
            public Cephei::QL::Experimental::Finitedifferences::IFdExtOUJumpVanillaEngine
	{
	protected: 
		boost::shared_ptr<QuantLib::FdExtOUJumpVanillaEngine>* _ppFdExtOUJumpVanillaEngine;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FdExtOUJumpVanillaEngine>* _phFdExtOUJumpVanillaEngine;
#endif
		Object^ _FdExtOUJumpVanillaEngineOwner;     // reference to object that manages the storage for this object
	internal:
		CFdExtOUJumpVanillaEngine (Cephei::QL::Experimental::Processes::IExtOUWithJumpsProcess^ p, Cephei::QL::Termstructures::IYieldTermStructure^ rTS, Microsoft::FSharp::Core::FSharpOption<UInt64>^ tGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ xGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ yGrid, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Methods::Finitedifferences::Solvers::IFdmSchemeDesc^>^ schemeDesc);
        CFdExtOUJumpVanillaEngine (boost::shared_ptr<QuantLib::FdExtOUJumpVanillaEngine>& childNative, Object^ owner);
        CFdExtOUJumpVanillaEngine (QuantLib::FdExtOUJumpVanillaEngine& childNative, Object^ owner);
        CFdExtOUJumpVanillaEngine (CFdExtOUJumpVanillaEngine^ copy);
        CFdExtOUJumpVanillaEngine (PLATFORM::Type^ t);
#ifdef STRUCT
        CFdExtOUJumpVanillaEngine (QuantLib::FdExtOUJumpVanillaEngine childNative);
#endif       
#ifdef HANDLE
		CFdExtOUJumpVanillaEngine (QuantLib::Handle<QuantLib::FdExtOUJumpVanillaEngine>& childNative, Object^ owner);
		CFdExtOUJumpVanillaEngine (QuantLib::Handle<QuantLib::FdExtOUJumpVanillaEngine> childNative);
#endif
		virtual ~CFdExtOUJumpVanillaEngine ();
		!CFdExtOUJumpVanillaEngine ();

	internal:
		QuantLib::FdExtOUJumpVanillaEngine& GetReference ();
		boost::shared_ptr<QuantLib::FdExtOUJumpVanillaEngine>& GetShared ();
		QuantLib::FdExtOUJumpVanillaEngine* GetPointer ();
        void SetFdExtOUJumpVanillaEngine (boost::shared_ptr<QuantLib::FdExtOUJumpVanillaEngine> native)
        {
            if (_ppFdExtOUJumpVanillaEngine != NULL)
                delete _ppFdExtOUJumpVanillaEngine;
            _ppFdExtOUJumpVanillaEngine = new boost::shared_ptr<QuantLib::FdExtOUJumpVanillaEngine> (native);
            SetPricingEngine (boost::dynamic_pointer_cast<QuantLib::PricingEngine> (*_ppFdExtOUJumpVanillaEngine));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FdExtOUJumpVanillaEngine>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::QL::Experimental::Finitedifferences::IFdExtOUJumpVanillaEngine^ Calculate 
        {
		    virtual Cephei::QL::Experimental::Finitedifferences::IFdExtOUJumpVanillaEngine^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Experimental::Finitedifferences::IFdExtOUJumpVanillaEngine^>::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Finitedifferences::IFdExtOUJumpVanillaEngine::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Finitedifferences::IFdExtOUJumpVanillaEngine_Factory::typeid)]
	public ref class CFdExtOUJumpVanillaEngine_Factory sealed : public IFdExtOUJumpVanillaEngine_Factory
	{
	public:
        virtual IFdExtOUJumpVanillaEngine^ Create (Cephei::QL::Experimental::Processes::IExtOUWithJumpsProcess^ p, Cephei::QL::Termstructures::IYieldTermStructure^ rTS, Microsoft::FSharp::Core::FSharpOption<UInt64>^ tGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ xGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ yGrid, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Methods::Finitedifferences::Solvers::IFdmSchemeDesc^>^ schemeDesc);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Finitedifferences */}
